CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 0.7832 0.7804 -0.0028 -0.4% 0.7720
High 0.7840 0.7804 -0.0036 -0.5% 0.7899
Low 0.7800 0.7772 -0.0028 -0.4% 0.7713
Close 0.7814 0.7782 -0.0032 -0.4% 0.7838
Range 0.0040 0.0032 -0.0008 -20.0% 0.0186
ATR 0.0060 0.0059 -0.0001 -2.1% 0.0000
Volume 190 284 94 49.5% 1,252
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7882 0.7864 0.7800
R3 0.7850 0.7832 0.7791
R2 0.7818 0.7818 0.7788
R1 0.7800 0.7800 0.7785 0.7793
PP 0.7786 0.7786 0.7786 0.7783
S1 0.7768 0.7768 0.7779 0.7761
S2 0.7754 0.7754 0.7776
S3 0.7722 0.7736 0.7773
S4 0.7690 0.7704 0.7764
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8375 0.8292 0.7940
R3 0.8189 0.8106 0.7889
R2 0.8003 0.8003 0.7872
R1 0.7920 0.7920 0.7855 0.7962
PP 0.7817 0.7817 0.7817 0.7837
S1 0.7734 0.7734 0.7821 0.7776
S2 0.7631 0.7631 0.7804
S3 0.7445 0.7548 0.7787
S4 0.7259 0.7362 0.7736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7899 0.7772 0.0127 1.6% 0.0047 0.6% 8% False True 238
10 0.7899 0.7624 0.0275 3.5% 0.0053 0.7% 57% False False 226
20 0.7899 0.7589 0.0310 4.0% 0.0052 0.7% 62% False False 182
40 0.8000 0.7589 0.0411 5.3% 0.0054 0.7% 47% False False 150
60 0.8000 0.7532 0.0468 6.0% 0.0050 0.6% 53% False False 113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7940
2.618 0.7888
1.618 0.7856
1.000 0.7836
0.618 0.7824
HIGH 0.7804
0.618 0.7792
0.500 0.7788
0.382 0.7784
LOW 0.7772
0.618 0.7752
1.000 0.7740
1.618 0.7720
2.618 0.7688
4.250 0.7636
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 0.7788 0.7836
PP 0.7786 0.7818
S1 0.7784 0.7800

These figures are updated between 7pm and 10pm EST after a trading day.

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